Zusammenfassung
Residua werden als Linearkombinationen der Beobachtungen der abhängigen Variablen definiert, wobei zusätzliche Bedingungen zu erfüllen sind. Durch sukzessive Hinzunahme dieser Bedingungen ergeben sich OLS-, BLUS- und R-Residua. Ihre statistischen Eigenschaften und ihre Verwendung in verschiedenen Situationen der Adäquatheitsprüfung von Regressionsbeziehungen werden untersucht.
Summary
Residuals will be defined to be linear combinations of the observations of the dependent variable, constrained by additional conditions. Adding these conditions, OLS-, BLUS- and R-residuals are successively derived. Their statistical properties and their use in different situations of testing regression relationships for adequacy are discussed.
Résumé
Des résidus sont définis comme combinaisons linéaires des observations des variables dépendantes, ce qui entraine l'intégration de conditions additionelles. En intégrant successivement ces conditions ils en résultent des résidus OLS, BLUS et R. On examine leurs caractéristique statistiques et leur utilisation pour des situations différentes des tests de correspondance de relations de régression.
Резюме
Резидуа определяются как линейные комбинации наблюдений зависимых переменных, причем должны исполняться дополнительные условия. Иополняя постепенно эти уоловия получаются: ОЛЯС-, БЛУС- и Р-Резилуа. В отой отатье рассматриваются их статистические свойства и их применение в разнюх положениях проверки адекватности регрессивных отношений.
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Hackl, P., Katzenbeisser, W. Residuals in tests for adequacy of regression relationships. Statistische Hefte 19, 84–98 (1978). https://doi.org/10.1007/BF02932714
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DOI: https://doi.org/10.1007/BF02932714